+278.1%
COF vs TWLO
+863.4%
-585.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | -6.1% | -3.9% | -2.2% | -5.5% |
| 30D | -5.2% | -9.7% | +4.5% | -3.8% |
| 3M | +17.0% | +11.6% | +5.4% | +14.2% |
| 6M | +12.9% | +84.7% | -71.8% | +0.6% |
| YTD | -13.5% | +62.5% | -76.0% | -21.7% |
| 1Y | -5.9% | +121.7% | -127.6% | -19.2% |
| 3Y | +117.1% | +253.0% | -135.9% | +69.8% |
| 5Y | +45.4% | -32.5% | +77.9% | +31.4% |
| 10Y | +244.1% | +312.7% | -68.7% | +127.6% |
| All | +278.1% | +863.4% | -585.4% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling